On the Hankel-norm approximation of linear stochastic systems

DOI10.1016/0167-6911(85)90023-4MaRDI QIDQ802519zbMATH OpenOpenAlexFDO

Authors Andrea Gombani, Michele Pavon

Publication date 1985

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(85)90023-4

zbMATH Keywords

linear stochastic systemsblock-Hankel matricesHankel-norm approximationspectral factors

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Approximation by rational functions (41A20) Realizations from input-output data (93B15)

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Cites work

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• ANALYTIC PROPERTIES OF SCHMIDT PAIRS FOR A HANKEL OPERATOR AND THE GENERALIZED SCHUR-TAKAGI PROBLEM
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• Infinite Hankel block matrices and related extension problems
• Power spectrum reduction by optimal Hankel norm approximation of the phase of the outer spectral factor

Cited in

(7)

• AnH₂-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations
• ${\cal H}$-Representation and Applications to Generalized Lyapunov Equations and Linear Stochastic Systems
• On approximate recursive prediction of stationary stochastic processes
• A Hankel norm for quadrature rules solving random linear dynamical systems
• A general Hankel-norm approximation scheme for linear recursive filtering
• Hankel-norm approximation and control systems
• scientific article; zbMATH DE number 4004039 (Why is no real title available?)

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